+3,290.5%
DELL vs CNP
+153.3%
+3,137.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +17.1% | +2.5% | +14.7% | +16.2% |
| 30D | -35.1% | +4.0% | -39.1% | -35.9% |
| 3M | -23.3% | +1.6% | -24.9% | -23.6% |
| 6M | +55.8% | -1.7% | +57.5% | +56.0% |
| YTD | +198.0% | +8.6% | +189.3% | +187.3% |
| 1Y | +166.6% | +5.8% | +160.8% | +159.1% |
| 3Y | +427.6% | +63.0% | +364.6% | +326.2% |
| 5Y | +630.6% | +74.7% | +556.0% | +467.8% |
| 10Y | +2,866.3% | +143.7% | +2,722.6% | +1,822.3% |
| All | +3,290.5% | +153.3% | +3,137.2% | +2,060.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling